CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 30-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5101 |
1.5010 |
-0.0091 |
-0.6% |
1.4852 |
| High |
1.5141 |
1.5084 |
-0.0057 |
-0.4% |
1.5144 |
| Low |
1.4827 |
1.4964 |
0.0137 |
0.9% |
1.4827 |
| Close |
1.4960 |
1.4991 |
0.0031 |
0.2% |
1.4960 |
| Range |
0.0314 |
0.0120 |
-0.0194 |
-61.8% |
0.0317 |
| ATR |
0.0154 |
0.0152 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
266,464 |
453,052 |
186,588 |
70.0% |
987,216 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5373 |
1.5302 |
1.5057 |
|
| R3 |
1.5253 |
1.5182 |
1.5024 |
|
| R2 |
1.5133 |
1.5133 |
1.5013 |
|
| R1 |
1.5062 |
1.5062 |
1.5002 |
1.5038 |
| PP |
1.5013 |
1.5013 |
1.5013 |
1.5001 |
| S1 |
1.4942 |
1.4942 |
1.4980 |
1.4918 |
| S2 |
1.4893 |
1.4893 |
1.4969 |
|
| S3 |
1.4773 |
1.4822 |
1.4958 |
|
| S4 |
1.4653 |
1.4702 |
1.4925 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5928 |
1.5761 |
1.5134 |
|
| R3 |
1.5611 |
1.5444 |
1.5047 |
|
| R2 |
1.5294 |
1.5294 |
1.5018 |
|
| R1 |
1.5127 |
1.5127 |
1.4989 |
1.5211 |
| PP |
1.4977 |
1.4977 |
1.4977 |
1.5019 |
| S1 |
1.4810 |
1.4810 |
1.4931 |
1.4894 |
| S2 |
1.4660 |
1.4660 |
1.4902 |
|
| S3 |
1.4343 |
1.4493 |
1.4873 |
|
| S4 |
1.4026 |
1.4176 |
1.4786 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5144 |
1.4827 |
0.0317 |
2.1% |
0.0175 |
1.2% |
52% |
False |
False |
288,053 |
| 10 |
1.5144 |
1.4799 |
0.0345 |
2.3% |
0.0159 |
1.1% |
56% |
False |
False |
279,125 |
| 20 |
1.5144 |
1.4624 |
0.0520 |
3.5% |
0.0150 |
1.0% |
71% |
False |
False |
271,633 |
| 40 |
1.5144 |
1.4578 |
0.0566 |
3.8% |
0.0140 |
0.9% |
73% |
False |
False |
257,021 |
| 60 |
1.5144 |
1.4192 |
0.0952 |
6.4% |
0.0137 |
0.9% |
84% |
False |
False |
234,053 |
| 80 |
1.5144 |
1.4050 |
0.1094 |
7.3% |
0.0134 |
0.9% |
86% |
False |
False |
176,040 |
| 100 |
1.5144 |
1.3893 |
0.1251 |
8.3% |
0.0129 |
0.9% |
88% |
False |
False |
140,908 |
| 120 |
1.5144 |
1.3753 |
0.1391 |
9.3% |
0.0126 |
0.8% |
89% |
False |
False |
117,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5594 |
|
2.618 |
1.5398 |
|
1.618 |
1.5278 |
|
1.000 |
1.5204 |
|
0.618 |
1.5158 |
|
HIGH |
1.5084 |
|
0.618 |
1.5038 |
|
0.500 |
1.5024 |
|
0.382 |
1.5010 |
|
LOW |
1.4964 |
|
0.618 |
1.4890 |
|
1.000 |
1.4844 |
|
1.618 |
1.4770 |
|
2.618 |
1.4650 |
|
4.250 |
1.4454 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5024 |
1.4989 |
| PP |
1.5013 |
1.4987 |
| S1 |
1.5002 |
1.4986 |
|